Duplicate: How can I backtest a portfolio of trading systems sharing a single max position and different exits

[gueco]

How can I backtest a portfolio of trading systems sharing a single max position and different exits
I have looked everywhere and I cannot find a way to this, can someone give me a practival example
This is a very weak point for amibroker, it should be easy

[Tomasz]

Really USE THE SEARCH before creation of duplicate threads. The topic has been already discussed here and no it is not "difficult":

Backtesting Two (or more) Strategies Simultaneously

Hi there, I do have a top-end portfolio backtesting question and would like to understand how much or how Amibroker could help with this objective. Requirement: I do have 2 (or more) strategies coded in two different AFL files and would like to backtest these two strategies and generate 1 equity curve and 1 set of statistics, i.e. CAR/MDD. Also I would like to have portfolio backtesting results on a trade by trade basis for both of the systems on the same “Analyses” tab. I mentioned 2 systems …

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Backtesting multiple systems with different parameters

Hi I want to backtest 5 systems together, the only difference between systems is their length of the indicator. Each system is allowed to open max 5 positions, so 5 systems together allow 25 positions. Also i don’t want to take repeated signals from individuals systems, but as a whole system i am fine with taking repeated signals in the same stock through different individual systems. buy1=... buy2=... buy3=... buy4=... buy5=... Buy=buy1 or buy2 or buy3 or buy4 or buy5; So i don’t want repe…

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Different exits

I would like to have different exits depending on the entry in the same Code. So for a Position that was entered on HHV(c,50) I want to Exit at LLV(c,50). But a Position that was entered on HHV(c,30) I want to Exit at LLV(c,30). How can I do that using the standard Applystop function!